Error bounds for kernel density estimator of spectral distribution for Gaussian unitary ensembles

DOI10.1016/j.spl.2017.03.014zbMath1380.62153OpenAlexW2603534100MaRDI QIDQ2405937

Shaochen Wang, Hui Jiang

Publication date: 28 September 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2017.03.014

zbMATH Keywords

kernel density estimatordeviation inequalityGaussian unitary ensembles\(L_1\) error bound

Mathematics Subject Classification ID

Density estimation (62G07) Random matrices (probabilistic aspects) (60B20)

Related Items (max. 100)

Nonparametric estimate of spectral density functions of sample covariance matrices generated by VARMA models

Cites Work

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• The Nevai condition and a local law of large numbers for orthogonal polynomial ensembles
• Nonparametric estimate of spectral density functions of sample covariance matrices: a first step
• Characteristic vectors of bordered matrices with infinite dimensions
• On the distribution of the roots of certain symmetric matrices
• Remarks on Some Nonparametric Estimates of a Density Function
• An Introduction to Random Matrices
• New estimators of spectral distributions of Wigner matrices
• On Estimation of a Probability Density Function and Mode

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